研究报告全文：证券代码839979股指期货早报2023年3月16日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面瑞信股价大跌拖累欧洲银行指数隔夜欧洲股市大跌纳斯达克翻红昨日两市高开低走小盘股相对强势新能源继续下跌中性2资金融资余额14943亿元增加21亿元沪深股通净买入33亿元偏多3基差IH2303贴水099点IF2303贴水05点IC2303升水376点IM2303升水373点中性4盘面ICIMIFIH主力ICIMIHIF在20日均线下方偏空5主力持仓IC主力空增IF主力空增IH主力空增偏空6预期生产者物价指数不及预期硅谷银行和瑞信事件致使市场预期下周美联储加息25BP海外风险偏好下降国内指数下跌后目前有所企稳但是需要警惕海外银行事件的持续发酵股指期货升贴水表当前日期2023314数据来源wind市盈率取PETTM指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IH2303CFEIH2303264800-0604418928901113287944002023-03-173IH2304CFEIH2304265300-064104667890302867959002023-04-2138上证50264511-071952126389IH2306CFEIH2306265200-067144246890261017956002023-06-1694IH2309CFEIH2309261660-0624363-2851-109-2157849802023-09-15185指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IF2303CFEIF2303398880-04274234410010125111966402023-03-173IF2304CFEIF2304399400-0397423493002322411982002023-04-2138沪深300398470-0601186140274IF2306CFEIF2306398360-04926980-110-003-01111950802023-06-1694IF2309CFEIF2309392820-0606639-5650-144-28411784602023-09-15185指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IC2303CFEIC2303619700-05156198760012149212394002023-03-173IC2304CFEIC2304618400-05315501-540-009-08412368002023-04-2138中证500618940-0892351177177IC2306CFEIC2306611420-05420338-7520-123-47812228402023-06-1694IC2309CFEIC2309602000-06014174-16940-281-55512040002023-09-15185指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IM2303CFEIM2303677580-05843522595009106813551602023-03-173IM2304CFEIM2304674580-05811515-2405-036-34213491602023-04-2138中证1000676985-0923005236109IM2306CFEIM2306667380-05416799-9605-144-55913347602023-06-1694IM2309CFEIM2309656200-0636943-20785-317-62513124002023-09-15185期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-2002022342022472023212023332022128202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182023110202321620228420221620223920224820226920227720229120232620233620211124202112242022102420221123202212232022525202112820221202022210202222320223232022422202251120226232022721202281820229162022930202211420221222023116202322020211110202111242021122220221021202211182022121620221230价差01-00价差02-00价差03-00IF00IF01IF02IF03价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货期货市场-上证50基差与价差上证50基差上证50价差604040202000-20-20-40-40-60-60-80-80-100-100-1202022342022472023212023332023216202112920221112022126202221720223212022422202251220225272022614202262920227142022729202281520228302022915202293020221182022128202311020211124202112242022102420221123202212232022162022392022482022692022772022842022912023262023362021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222023116202322020211124202112222022102120221118202212162022123020211110价差01-00价差02-00价差03-00IH00IH01IH02IH03价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货期货市场-中证500基差与价差中证500基差中证500价差100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022342022472023212023332022729202211220221272022218202232120224222022512202252720226142022629202271420228152022830202291520229302022118202212820231102023216202111252021111020211210202112272022102420221123202212232022332022462023192023322023215202112920221112022126202221720223182022421202251120225262022613202262820227132022728202281220228292022914202292920221172022127202313120211224202210212022112220221222IC00IC01IC02IC0320211124价差01-00价差02-00价差03-00价差02-01价差03-01价差03-02数据来源wind资讯数据整理大越期货现货市场-重要指数日涨跌幅上沪万中深创证上深得证科业500300证证创50指50全成板数A指指080057060055040034020012006000-003-020-024-040-060-060-080数据来源wind资讯数据整理大越期货现货市场-风格指数日涨跌幅低高中市市市盈大小盈盈率盘盘率率指指指指指300300300300数数数数数周非申申申价申申成万万万万万期周值长120109108100080062060040020006006NA000-020-022-040-032-060-054-080数据来源wind资讯数据整理大越期货现货市场-风格指数日涨跌幅农基有家食纺轻医公交商社建建电国非机石美林础色用品织工药用通房贸会筑筑力防计银械油容牧化钢金电电饮服制生事运地零服综材装设军算传通银金汽设煤石环护渔工铁属子器料饰造物业输产售务合料饰备工机媒信行融车备炭化保理申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万400333300196200187152139114115107096095085083100069070068074056038028032025022000-014-015-033-100-069-079-090-105-126-145-200数据来源wind资讯数据整理大越期货市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012520221012202211152022121920230130202206202022062420220630202207062022071220220718202207222022072820220803202208092022081520220819202208252022083120220906202209132022091920220923202209292022101820221024202210282022110320221109202211212022112520221201202212072022121320221223202212292023010520230111202301172023020320230209202302152023022120230227202303032023030920230315市场结构-市盈率PETTM上证50沪深300中证500和创业板指市盈率PE160140120100806040200200696200412200574200629200835200958201163201214201288201375201495201633201759201963202086200912820133152016617201991220044232004810200531720065292007413200773120086192008107200911920098202010326201071320101122011218201191520124252014211201452720154152015728201692920171172017821201712620183262018711201921520204212021312202162920221272022520202283120221219200411252005101920061222200711152012112320131024201412242015111620181029201912312020112420211018上证50沪深300创业板指中证500市场结构-市净率PB上证50沪深300中证500和创业板指市净率PB1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